-0.5%
CTAS vs MAGS
+13.0%
-13.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.3% | -1.8% | +0.5% | -1.2% |
| 30D | -3.1% | +1.1% | -4.2% | -3.1% |
| 3M | +10.3% | +7.7% | +2.6% | +9.9% |
| 6M | +1.6% | +11.7% | -10.1% | -0.5% |
| YTD | +6.3% | +4.9% | +1.4% | +4.0% |
| 1Y | -0.5% | +14.3% | -14.8% | -2.4% |
| All | -0.5% | +13.0% | -13.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling